| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 963296 | Journal of International Financial Markets, Institutions and Money | 2008 | 20 Pages |
Abstract
The volatility process thus exhibits a high degree of intermittence whereas the volume dynamic appears much smoother. The results suggest that volatility and volume may share common short-term movements but that their long-run behavior is fundamentally different.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Thierry Ané, Loredana Ureche-Rangau,